BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,942: 655 1,600 850 5,515 4,718 7,021 7,169: 921 773
Old : 7,942: 655 1,600 850 5,515 4,718 7,021 7,169: 921 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,045: -101 199 -44 -761 -1,113 -906 -958: -139 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.1 10.7 69.4 59.4 88.4 90.3: 11.6 9.7
Old : 100.0: 8.3 20.1 10.7 69.4 59.4 88.4 90.3: 11.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 10 8 19 20 29 31:
Old : 40: 3 10 8 19 20 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 29.4 62.0 49.7 45.6 27.9 58.5 44.0
Old : 45.7 29.4 62.0 49.7 45.6 27.9 58.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,949: 17,807 2,863 16,478 16,860 21,953 51,145 41,294: 3,804 13,655
Old : 54,949: 17,807 2,863 16,478 16,860 21,953 51,145 41,294: 3,804 13,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,954: -1,427 -391 -1,759 -908 -2,364 -4,094 -4,514: -861 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.2 30.0 30.7 40.0 93.1 75.1: 6.9 24.9
Old : 100.0: 32.4 5.2 30.0 30.7 40.0 93.1 75.1: 6.9 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 20 24 28 35 33 74 66:
Old : 87: 20 24 28 35 33 74 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 23.7 46.9 35.9 31.2 19.2 40.7 26.0
Old : 33.3 23.7 46.9 35.9 31.2 19.2 40.7 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,790: 305 578 1,695 4,086 3,805 6,085 6,078: 706 713
Old : 6,790: 305 578 1,695 4,086 3,805 6,085 6,078: 706 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -181: -15 -636 172 -148 458 10 -5: -191 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.5 25.0 60.2 56.0 89.6 89.5: 10.4 10.5
Old : 100.0: 4.5 8.5 25.0 60.2 56.0 89.6 89.5: 10.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 10 11 24 20 36 33:
Old : 39: 4 10 11 24 20 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 41.4 51.5 59.5 27.5 30.2 42.5 39.3
Old : 32.2 41.4 51.5 59.5 27.5 30.2 42.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,656: 254 417 2,349 3,424 2,275 6,027 5,041: 629 1,615
Old : 6,656: 254 417 2,349 3,424 2,275 6,027 5,041: 629 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -106: -645 13 339 207 -460 -99 -108: -7 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.3 35.3 51.4 34.2 90.6 75.7: 9.4 24.3
Old : 100.0: 3.8 6.3 35.3 51.4 34.2 90.6 75.7: 9.4 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 3 9 9 8 18 18:
Old : 22: 7 3 9 9 8 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 47.4 75.0 65.8 45.4 36.3 51.2 38.4
Old : 52.8 47.4 75.0 65.8 45.4 36.3 51.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 323,345: 99,607 66,748 119,912 81,500 97,424 301,019 284,085: 22,326 39,260
Old : 322,965: 99,619 66,795 119,773 81,347 97,289 300,739 283,858: 22,226 39,107
Other: 380: 127 92 0 153 135 280 227: 100 153
: : :
: : Changes in Commitments from: October 4, 2016 :
: 10,812: 1,753 5,626 8,309 975 -4,265 11,038 9,670: -226 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 20.6 37.1 25.2 30.1 93.1 87.9: 6.9 12.1
Old : 100.0: 30.8 20.7 37.1 25.2 30.1 93.1 87.9: 6.9 12.1
Other: 100.0: 33.4 24.2 0.0 40.3 35.5 73.7 59.7: 26.3 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 112 114 122 84 91 255 274:
Old : 341: 112 115 122 84 91 255 274:
Other: 13: 2 3 0 2 7 4 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.3 21.2 17.5 9.9 7.5 17.9 12.1
Old : 12.1 11.3 21.2 17.5 9.9 7.5 17.9 12.1
Other: 73.7 51.6 73.7 59.2 72.4 51.6 72.4 58.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 330,057: 102,494 68,570 85,483 107,972 128,973 295,949 283,026: 34,108 47,031
Old : 330,057: 102,494 68,570 85,483 107,972 128,973 295,949 283,026: 34,108 47,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -27,646: 962 2,293 -26,204 -3,218 -4,267 -28,459 -28,177: 813 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.8 25.9 32.7 39.1 89.7 85.8: 10.3 14.2
Old : 100.0: 31.1 20.8 25.9 32.7 39.1 89.7 85.8: 10.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 121 104 132 137 128 325 309:
Old : 401: 121 104 132 137 128 325 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 10.7 20.3 16.7 12.3 9.0 19.0 14.6
Old : 12.6 10.7 20.3 16.7 12.3 9.0 19.0 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,125: 2,705 934 541 553 2,415 3,799 3,889: 1,327 1,236
Old : 5,125: 2,705 934 541 553 2,415 3,799 3,889: 1,327 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 802: 584 20 89 33 601 706 711: 96 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 18.2 10.5 10.8 47.1 74.1 75.9: 25.9 24.1
Old : 100.0: 52.8 18.2 10.5 10.8 47.1 74.1 75.9: 25.9 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 27 10 12 17 24 53 42:
Old : 69: 27 10 12 17 24 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 26.5 35.7 42.0 25.5 26.0 34.7 39.9
Old : 25.5 26.5 35.7 42.0 25.5 26.0 34.7 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 55,775: 18,138 15,560 16,833 11,811 8,619 46,782 41,013: 8,992 14,762
Old : 55,775: 18,138 15,560 16,833 11,811 8,619 46,782 41,013: 8,992 14,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,165: 56 219 1,116 -826 -841 346 494: 818 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 27.9 30.2 21.2 15.5 83.9 73.5: 16.1 26.5
Old : 100.0: 32.5 27.9 30.2 21.2 15.5 83.9 73.5: 16.1 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 49 75 62 55 55 146 158:
Old : 201: 49 75 62 55 55 146 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 11.0 27.8 19.6 16.1 8.8 24.6 15.6
Old : 16.3 11.0 27.8 19.6 16.1 8.8 24.6 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,770: 208 3,652 195 3,134 584 3,536 4,431: 1,234 339
Old : 4,770: 208 3,652 195 3,134 584 3,536 4,431: 1,234 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -336: 2 -330 -48 -359 4 -405 -373: 69 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 76.6 4.1 65.7 12.3 74.1 92.9: 25.9 7.1
Old : 100.0: 4.4 76.6 4.1 65.7 12.3 74.1 92.9: 25.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 5 10 4 16 13:
Old : 20: 4 6 5 10 4 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 78.9 64.7 88.2 51.2 78.9 63.4 83.3
Old : 51.2 78.9 64.7 88.2 51.2 78.9 63.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,762: 1,645 15,516 3,767 25,658 10,393 31,070 29,676: 692 2,086
Old : 31,762: 1,645 15,516 3,767 25,658 10,393 31,070 29,676: 692 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,778: -89 -1,041 -853 -2,802 -1,785 -3,743 -3,678: -35 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 48.8 11.9 80.8 32.7 97.8 93.4: 2.2 6.6
Old : 100.0: 5.2 48.8 11.9 80.8 32.7 97.8 93.4: 2.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 10 23 17 28 26 49 55:
Old : 70: 10 23 17 28 26 49 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 46.2 69.1 61.7 50.7 45.9 66.9 59.7
Old : 51.0 46.2 69.1 61.7 50.7 45.9 66.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 45,018: 31,537 13,867 0 12,285 30,468 43,822 44,335: 1,196 683
Old : 45,018: 31,537 13,867 0 12,285 30,468 43,822 44,335: 1,196 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 569: 421 157 0 0 337 421 494: 148 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 30.8 0.0 27.3 67.7 97.3 98.5: 2.7 1.5
Old : 100.0: 70.1 30.8 0.0 27.3 67.7 97.3 98.5: 2.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 4 0 6 9 18 13:
Old : 30: 12 4 0 6 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 81.0 92.6 93.9 87.7 81.0 92.6 93.9
Old : 87.7 81.0 92.6 93.9 87.7 81.0 92.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 120,807: 31,210 41,870 6,279 55,287 36,959 92,777 85,109: 28,030 35,698
Old : 120,807: 31,210 41,870 6,279 55,287 36,959 92,777 85,109: 28,030 35,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -5,084: -1,036 -4,262 -2,950 -2,656 -938 -6,642 -8,150: 1,558 3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 34.7 5.2 45.8 30.6 76.8 70.5: 23.2 29.5
Old : 100.0: 25.8 34.7 5.2 45.8 30.6 76.8 70.5: 23.2 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 26 10 23 27 50 59:
Old : 83: 23 26 10 23 27 50 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 18.5 45.8 31.2 31.3 18.3 44.6 29.6
Old : 32.4 18.5 45.8 31.2 31.3 18.3 44.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,412: 20,128 29,672 521 30,204 3,800 50,852 33,992: 6,560 23,419
Old : 57,412: 20,128 29,672 521 30,204 3,800 50,852 33,992: 6,560 23,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,270: 901 7,443 136 8,373 654 9,410 8,233: -140 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 51.7 0.9 52.6 6.6 88.6 59.2: 11.4 40.8
Old : 100.0: 35.1 51.7 0.9 52.6 6.6 88.6 59.2: 11.4 40.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 19 6 10 8 23 30:
Old : 43: 10 19 6 10 8 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 30.4 68.7 40.3 52.8 30.4 68.3 40.3
Old : 53.2 30.4 68.7 40.3 52.8 30.4 68.3 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 137,952: 37,734 89,852 3,299 92,136 38,368 133,170 131,519: 4,782 6,433
Old : 137,952: 37,734 89,852 3,299 92,136 38,368 133,170 131,519: 4,782 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -21,795: 15,552 -18,402 323 -37,448 -2,209 -21,573 -20,288: -222 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 65.1 2.4 66.8 27.8 96.5 95.3: 3.5 4.7
Old : 100.0: 27.4 65.1 2.4 66.8 27.8 96.5 95.3: 3.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 70 13 21 15 76 91:
Old : 149: 48 70 13 21 15 76 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 40.1 72.0 54.7 53.0 40.0 72.0 54.6
Old : 53.0 40.1 72.0 54.7 53.0 40.0 72.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 306,380: 51,381 140,756 34,866 186,400 89,639 272,647 265,262: 33,734 41,119
Old : 306,380: 51,381 140,756 34,866 186,400 89,639 272,647 265,262: 33,734 41,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,006: -1,383 -6,290 3,606 -4,950 3,963 -2,727 1,278: 3,734 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 45.9 11.4 60.8 29.3 89.0 86.6: 11.0 13.4
Old : 100.0: 16.8 45.9 11.4 60.8 29.3 89.0 86.6: 11.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 36 59 31 29 43 84 114:
Old : 146: 36 59 31 29 43 84 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 27.6 58.4 37.3 47.3 26.9 54.6 35.3
Old : 50.0 27.6 58.4 37.3 47.3 26.9 54.6 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 187,116: 78,137 33,044 18,285 63,423 99,802 159,845 151,131: 27,271 35,985
Old : 187,116: 78,137 33,044 18,285 63,423 99,802 159,845 151,131: 27,271 35,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -9,970: -22,243 1,875 -3,069 12,607 -7,649 -12,705 -8,842: 2,735 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 17.7 9.8 33.9 53.3 85.4 80.8: 14.6 19.2
Old : 100.0: 41.8 17.7 9.8 33.9 53.3 85.4 80.8: 14.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 35 39 20 33 40 80 87:
Old : 124: 35 39 20 33 40 80 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 34.1 36.6 42.8 23.1 30.5 35.4 37.2
Old : 24.1 34.1 36.6 42.8 23.1 30.5 35.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 438,754: 109,916 206,959 37,366 241,757 127,877 389,039 372,201: 49,715 66,553
Old : 438,754: 109,916 206,959 37,366 241,757 127,877 389,039 372,201: 49,715 66,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 30,156: 11,215 19,378 293 18,610 9,267 30,118 28,938: 38 1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 47.2 8.5 55.1 29.1 88.7 84.8: 11.3 15.2
Old : 100.0: 25.1 47.2 8.5 55.1 29.1 88.7 84.8: 11.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 67 86 57 59 64 152 184:
Old : 235: 67 86 57 59 64 152 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 22.0 39.7 33.0 25.3 22.0 35.6 31.2
Old : 27.7 22.0 39.7 33.0 25.3 22.0 35.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 30,187: 13,347 1,164 364 7,151 24,960 20,862 26,488: 9,325 3,699
Old : 30,187: 13,347 1,164 364 7,151 24,960 20,862 26,488: 9,325 3,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,161: -129 -893 -58 -632 -31 -819 -982: -342 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 3.9 1.2 23.7 82.7 69.1 87.7: 30.9 12.3
Old : 100.0: 44.2 3.9 1.2 23.7 82.7 69.1 87.7: 30.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 2 3 5 7 15 12:
Old : 21: 10 2 3 5 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 80.7 57.8 86.2 44.7 80.7 55.1 84.5
Old : 47.0 80.7 57.8 86.2 44.7 80.7 55.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 28,829: 20,140 5,298 533 6,429 22,075 27,102 27,906: 1,727 923
Old : 28,829: 20,140 5,298 533 6,429 22,075 27,102 27,906: 1,727 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -65: -583 -657 158 165 330 -260 -169: 195 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 18.4 1.8 22.3 76.6 94.0 96.8: 6.0 3.2
Old : 100.0: 69.9 18.4 1.8 22.3 76.6 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 9 3 3 4 19 15:
Old : 31: 14 9 3 3 4 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 85.2 87.7 93.1 79.8 85.2 87.5 92.7
Old : 79.8 85.2 87.7 93.1 79.8 85.2 87.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 47,124: 30,962 38,698 199 10,585 4,586 41,746 43,483: 5,378 3,641
Old : 47,124: 30,962 38,698 199 10,585 4,586 41,746 43,483: 5,378 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,118: -1,262 -1,356 121 -274 -1,126 -1,415 -2,361: -703 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 82.1 0.4 22.5 9.7 88.6 92.3: 11.4 7.7
Old : 100.0: 65.7 82.1 0.4 22.5 9.7 88.6 92.3: 11.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 42 21 6 12 11 56 36:
Old : 82: 42 21 6 12 11 56 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 65.8 42.2 76.5 24.7 65.8 40.3 76.5
Old : 26.4 65.8 42.2 76.5 24.7 65.8 40.3 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,286,640: 753,763 2,244,584 8,192,254 9,638,771 7,657,757 18,584,788 18,094,596: 701,852 1,192,044
Old :19,286,640: 753,763 2,244,584 8,192,254 9,638,771 7,657,757 18,584,788 18,094,596: 701,852 1,192,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 340,936: -197,651 188,813 296,516 282,815 -142,390 381,680 342,938: -40,744 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 11.6 42.5 50.0 39.7 96.4 93.8: 3.6 6.2
Old : 100.0: 3.9 11.6 42.5 50.0 39.7 96.4 93.8: 3.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 50 113 129 133 141 275 297:
Old : 313: 50 113 129 133 141 275 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 18.5 38.5 30.7 17.8 10.1 21.8 12.8
Old : 25.2 18.5 38.5 30.7 17.8 10.1 21.8 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 854,487: 104,847 101,823 133,178 496,991 500,683 735,016 735,684: 119,471 118,803
Old : 854,487: 104,847 101,823 133,178 496,991 500,683 735,016 735,684: 119,471 118,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 14,742: -4,517 7,847 2,272 1,800 -308 -445 9,811: 15,187 4,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.9 15.6 58.2 58.6 86.0 86.1: 14.0 13.9
Old : 100.0: 12.3 11.9 15.6 58.2 58.6 86.0 86.1: 14.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 167 169 177 244 252 494 515:
Old : 665: 167 169 177 244 252 494 515:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 15.0 21.0 22.6 9.1 10.7 14.8 16.4
Old : 12.9 15.0 21.0 22.6 9.1 10.7 14.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 130,286: 8,476 3,754 28,246 57,098 51,833 93,820 83,833: 36,466 46,453
Old : 130,286: 8,476 3,754 28,246 57,098 51,833 93,820 83,833: 36,466 46,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,762: -1,445 -3,893 301 1,514 639 370 -2,953: 3,392 6,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.9 21.7 43.8 39.8 72.0 64.3: 28.0 35.7
Old : 100.0: 6.5 2.9 21.7 43.8 39.8 72.0 64.3: 28.0 35.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 23 13 26 33 31 67 59:
Old : 75: 23 13 26 33 31 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.1 33.8 31.9 14.4 16.9 21.8 22.4
Old : 20.4 22.1 33.8 31.9 14.4 16.9 21.8 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,621,004: 502,366 510,855 504,148 2,199,465 2,244,248 3,205,979 3,259,251: 415,025 361,753
Old : 3,621,004: 502,366 510,855 504,148 2,199,465 2,244,248 3,205,979 3,259,251: 415,025 361,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 54,900: -28,682 45,381 23,175 1,432 -4,736 -4,075 63,820: 58,975 -8,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.1 13.9 60.7 62.0 88.5 90.0: 11.5 10.0
Old : 100.0: 13.9 14.1 13.9 60.7 62.0 88.5 90.0: 11.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 643: 153 167 163 238 244 471 494:
Old : 643: 153 167 163 238 244 471 494:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 16.1 21.3 24.5 10.0 13.0 16.2 19.3
Old : 13.6 16.1 21.3 24.5 10.0 13.0 16.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 82,858: 22,550 2,486 605 49,046 76,097 72,201 79,188: 10,657 3,670
Old : 82,858: 22,550 2,486 605 49,046 76,097 72,201 79,188: 10,657 3,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -214: 69 497 485 -72 -1,766 482 -784: -696 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.0 0.7 59.2 91.8 87.1 95.6: 12.9 4.4
Old : 100.0: 27.2 3.0 0.7 59.2 91.8 87.1 95.6: 12.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 6 5 47 33 65 43:
Old : 86: 17 6 5 47 33 65 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 40.0 49.2 66.4 37.3 39.9 47.8 65.9
Old : 37.5 40.0 49.2 66.4 37.3 39.9 47.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,681: 31,995 5,808 2,050 19,183 47,920 53,228 55,777: 8,453 5,904
Old : 61,681: 31,995 5,808 2,050 19,183 47,920 53,228 55,777: 8,453 5,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 166: -1,449 183 141 -961 -415 -2,269 -91: 2,435 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 9.4 3.3 31.1 77.7 86.3 90.4: 13.7 9.6
Old : 100.0: 51.9 9.4 3.3 31.1 77.7 86.3 90.4: 13.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 58 28 62 69 157 143:
Old : 249: 83 58 28 62 69 157 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 35.2 42.1 53.5 27.2 35.1 42.0 53.3
Old : 27.3 35.2 42.1 53.5 27.2 35.1 42.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 308,405: 159,976 29,038 10,248 95,917 239,599 266,141 278,885: 42,264 29,520
Old : 308,405: 159,976 29,038 10,248 95,917 239,599 266,141 278,885: 42,264 29,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 831: -7,244 914 703 -4,804 -2,073 -11,346 -456: 12,177 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 9.4 3.3 31.1 77.7 86.3 90.4: 13.7 9.6
Old : 100.0: 51.9 9.4 3.3 31.1 77.7 86.3 90.4: 13.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 58 28 62 69 157 143:
Old : 249: 83 58 28 62 69 157 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 35.2 42.1 53.5 27.2 35.1 42.0 53.3
Old : 27.3 35.2 42.1 53.5 27.2 35.1 42.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 131,061: 72,050 47,924 12,638 18,201 48,598 102,889 109,160: 28,172 21,901
Old : 131,061: 72,050 47,924 12,638 18,201 48,598 102,889 109,160: 28,172 21,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,533: -1,201 -959 -2,535 1,348 3,480 -2,388 -15: 855 -1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 36.6 9.6 13.9 37.1 78.5 83.3: 21.5 16.7
Old : 100.0: 55.0 36.6 9.6 13.9 37.1 78.5 83.3: 21.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 38 28 21 20 23 71 59:
Old : 92: 38 28 21 20 23 71 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 34.7 39.9 48.9 30.5 33.8 38.7 44.8
Old : 30.5 34.7 39.9 48.9 30.5 33.8 38.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,862: 9,627 2,559 8 14,489 25,580 24,124 28,147: 8,738 4,715
Old : 32,862: 9,627 2,559 8 14,489 25,580 24,124 28,147: 8,738 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 218: -2,230 -30 -7 153 124 -2,084 87: 2,302 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.8 0.0 44.1 77.8 73.4 85.7: 26.6 14.3
Old : 100.0: 29.3 7.8 0.0 44.1 77.8 73.4 85.7: 26.6 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 3 1 13 12 26 16:
Old : 38: 13 3 1 13 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 71.2 53.8 80.9 42.0 71.2 53.8 80.9
Old : 42.0 71.2 53.8 80.9 42.0 71.2 53.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 50,716: 10,947 6,043 2,016 29,909 28,846 42,872 36,905: 7,844 13,811
Old : 50,716: 10,947 6,043 2,016 29,909 28,846 42,872 36,905: 7,844 13,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,004: 1,300 -275 497 702 -169 2,499 53: -1,495 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.9 4.0 59.0 56.9 84.5 72.8: 15.5 27.2
Old : 100.0: 21.6 11.9 4.0 59.0 56.9 84.5 72.8: 15.5 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 17 16 5 24 25 45 42:
Old : 73: 17 16 5 24 25 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 28.5 47.0 40.4 30.6 25.8 46.2 35.2
Old : 30.6 28.5 47.0 40.4 30.6 25.8 46.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016